FTLabs FISA (c++) Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

com::ftlabs::fisa::calc::AbstractCalculator
com::ftlabs::fisa::AbstractSecurity	Abstract Security implementation with very minimum common fields
com::ftlabs::fisa::calc::AbstractYieldConvergence
com::ftlabs::fisa::calc::Analytics
com::ftlabs::fisa::calc::BinaryYieldConvergence
com::ftlabs::fisa::BusinessDateFactory	This class provides methods for getting a business date, with implementations usually taking weekend days and holidays into consideration
com::ftlabs::fisa::calc::CalculationException
com::ftlabs::fisa::calc::CalculationExceptionFactory
com::ftlabs::fisa::calc::Calculator	This interface provides calculation methods that are tuned specifically for the implemented security and for a particular settlement to Redemption period
com::ftlabs::fisa::calc::CalculatorFactory
com::ftlabs::fisa::CallSchedule
com::ftlabs::fisa::calc::CDCalculatorFactory
com::ftlabs::fisa::calc::CDFixedInterestRateCalculator
com::ftlabs::fisa::calc::CDFixedInterestRateCalculatorFactory
com::ftlabs::fisa::calc::CDLastPeriodCalculator
com::ftlabs::fisa::calc::CDSteppedCouponCalculator
com::ftlabs::fisa::calc::CDSteppedCouponCalculatorFactory
com::ftlabs::fisa::calc::CDTrueYieldConvergable	This class is used by CD Calculator implementations to calculate True Yield
com::ftlabs::fisa::ContinuousCallSchedule
com::ftlabs::fisa::calc::CouponDateGenerator
com::ftlabs::fisa::CPIFactory
com::ftlabs::fisa::DayCountBasis	Defines an abstract class that is used to calculate the number of days between two dates, and provides static members for each supported implementation
com::ftlabs::fisa::DayCountBasis_30_360	Implementation of the 30/360 Day Count Basis
com::ftlabs::fisa::DayCountBasis_30E_360	Implementation of the 30E/360 (European) Day Count Basis
com::ftlabs::fisa::DayCountBasis_Act_365_JP	Implementation of the Act/365_JP (Japanese) DayCountBasis
com::ftlabs::fisa::DayCountBasis_Actual	Implementation of the Actual/Actual Day Count Basis
com::ftlabs::fisa::calc::DefaultAnalytics	An implementation of Analytics that attempts to balance memory and CPU usage by caching only the values with more complex formulas, and values that are needed for multiple methods
com::ftlabs::fisa::DefaultCPIFactory	This is the default implementation of CPIFactory. For maximum efficiency, this implementation maintains a list of all provided values so that the getCPI() methods returns as quickly as possible
com::ftlabs::fisa::DefaultHolidaySchedule	This is the default implementation of HolidaySchedule. For maximum efficiency, this implementation caches all provided holidays so that the isHoliday() method returns as quickly as possible
com::ftlabs::fisa::DefaultPriceIndexFactory	This is the default implementation of PriceIndexFactory. For maximum efficiency, this implementation maintains a list of all provided values so that the getPriceIndex() methods returns as quickly as possible
com::ftlabs::fisa::DefaultSettlementDateFactory
com::ftlabs::fisa::calc::DefaultYieldConvergence
com::ftlabs::fisa::calc::DelegatingCalculator	This interface provides calculation methods that are tuned specifically for the implemented security and for a particular settlement to Redemption period
com::ftlabs::fisa::calc::DiscountCalculator
com::ftlabs::fisa::calc::DiscountQuote
com::ftlabs::fisa::DiscountSecurity
com::ftlabs::fisa::DiscreteCallSchedule	An implementation of CallSchedule for discrete calls
com::ftlabs::fisa::DiscreteInterestRateSchedule	An InterestRateSchedule implementation that accepts discrete conversion dates and rates
com::ftlabs::fisa::DisplayFormat	Implementations of this pure virtual class are used to prepare analytical values for display
com::ftlabs::fisa::calc::errorcode_message
com::ftlabs::fisa::calc::FirstPeriodSimpleInterestCalculator
com::ftlabs::fisa::calc::FirstPeriodSimpleInterestCalculatorFactory
com::ftlabs::fisa::FISADate	This class represents a calendar date, and includes methods to determine synchronicity as well as methods required for certain day count methods
com::ftlabs::fisa::calc::FixedInterestRateCalculator
com::ftlabs::fisa::calc::FixedInterestRateCalculator::PeriodicYieldConvergable
com::ftlabs::fisa::calc::FixedInterestRateCalculatorFactory
com::ftlabs::fisa::FixedInterestRateSecurity
com::ftlabs::fisa::HolidaySchedule	This interface provides methods used to determine if a given date is a holiday as defined by each implementation
com::ftlabs::fisa::IndexLinkedInterestRateSchedule
com::ftlabs::fisa::IndexLinkedSecurity	A Security implementation for index linked securities, such as UK Index Linked Gilts
com::ftlabs::fisa::calc::InflationIndexedCalculator
com::ftlabs::fisa::InflationIndexedSecurity
com::ftlabs::fisa::calc::InterestAtMaturityCalculator
com::ftlabs::fisa::InterestAtMaturitySecurity
com::ftlabs::fisa::InterestFrequency	This class defines all of the supported interest frequencies
com::ftlabs::fisa::InterestRateSchedule
com::ftlabs::fisa::InterestRateStep
com::ftlabs::fisa::calc::JapaneseCalculator	This is an implemenation of Calculator for Japanese Government securities
com::ftlabs::fisa::calc::JapaneseCalculatorFactory
com::ftlabs::fisa::calc::LastPeriodCalculator
com::ftlabs::fisa::calc::LastPeriodCompoundInterestCalculator
com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator
com::ftlabs::fisa::Market	This class identifies the Market for a given Security and provides market default settings and market specific calculation methods
com::ftlabs::fisa::Market::CA	Static Collection of all supported CA markets. Includes public references to each supported Market
com::ftlabs::fisa::Market::DE	Static Collection of all supported DE markets. Includes public references to each supported Market
com::ftlabs::fisa::Market::FR	Static Collection of all supported FR markets. Includes public references to each supported Market
com::ftlabs::fisa::Market::IT	Static Collection of all supported IT markets. Includes public references to each supported Market
com::ftlabs::fisa::Market::JP	Static Collection of all supported JP markets. Includes public references to each supported Market
com::ftlabs::fisa::Market::MarketCollection
com::ftlabs::fisa::Market::UK	Static Collection of all supported UK markets. Includes public references to each supported Market
com::ftlabs::fisa::Market::US	Static Collection of all supported US markets. Includes public references to each supported Market
com::ftlabs::fisa::MaturingCallableSecurity
com::ftlabs::fisa::MaturingSecurity	An abstract implementation of Security for securities that have a maturity date
com::ftlabs::fisa::calc::MSRBCalculatorFactory
com::ftlabs::fisa::calc::MSRBFixedInterestRateCalculator
com::ftlabs::fisa::calc::MSRBFixedInterestRateCalculatorFactory
com::ftlabs::fisa::calc::MSRBOneLongPeriodCalculator
com::ftlabs::fisa::calc::MSRBOneShortPeriodCalculator
com::ftlabs::fisa::calc::MSRBSteppedCouponCalculator
com::ftlabs::fisa::calc::MSRBSteppedCouponCalculatorFactory
com::ftlabs::fisa::calc::MultipleCashFlowCalculator
com::ftlabs::fisa::calc::MultiplePeriodCalculator
com::ftlabs::fisa::calc::OneCashFlowCalculator
com::ftlabs::fisa::PeriodicInterestPaymentSecurity
com::ftlabs::fisa::calc::PeriodicYieldConvergable	This class is used by several Calculator implementations to calculate a periodic yield for use in the actual duration/convexity methods
com::ftlabs::fisa::PriceIndexFactory
com::ftlabs::fisa::calc::PriceQuote
com::ftlabs::fisa::calc::Quote
com::ftlabs::fisa::calc::QuoteAnalytics
com::ftlabs::fisa::Redemption	A class to represent any redemption date and rate
com::ftlabs::fisa::RoundingDisplayFormat
com::ftlabs::fisa::calc::RYCalculatorFactory
com::ftlabs::fisa::calc::RYMMYCalculatorFactory
com::ftlabs::fisa::calc::RYMMYFixedInterestRateCalculatorFactory
com::ftlabs::fisa::calc::RYMMYSteppedCouponCalculatorFactory
com::ftlabs::fisa::Security	This is the base class for all Security types. This class defines methods for creating a Calculator for the implemented Security
com::ftlabs::fisa::Security::ClassID
com::ftlabs::fisa::SettlementDateFactory	This class provides methods for getting a settlement date, with implementations usually taking weekend days and holidays into consideration
com::ftlabs::fisa::calc::SimpleYTRCalculatorFactory
com::ftlabs::fisa::calc::SimpleYTRMultiplePeriodCalculator
com::ftlabs::fisa::calc::SpreadQuote
com::ftlabs::fisa::calc::SteppedCouponCalculator
com::ftlabs::fisa::calc::SteppedCouponCalculatorFactory
com::ftlabs::fisa::calc::SteppedCouponCompoundingCalculator
com::ftlabs::fisa::SteppedCouponSecurity
com::ftlabs::fisa::calc::TrueYieldConvergable	This class is used by several Calculator implementations to calculate True Yield
com::ftlabs::fisa::TruncatingDisplayFormat
com::ftlabs::fisa::calc::YieldConvergable
com::ftlabs::fisa::calc::YieldConvergence
com::ftlabs::fisa::calc::YieldQuote
com::ftlabs::fisa::calc::ZeroCouponCalculator
com::ftlabs::fisa::ZeroCouponSecurity

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